How to find cross-correlation (delay) for NARX model
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Hi,
I would like to find the cross-correlation between inputs (4 elements) and output (1 element).
I'm using corrt = nncorr(inputs, output) and the result consists of 4 row vectors.
How do i determine the signficant lags for such cross correlation?
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Accepted Answer
Greg Heath
on 6 Jan 2015
There are many examples. Search the NEWSGROUP and ANSWERS using
greg nncorr
Search backward starting with the most recent post.
Hope this helps.
Thank you for formally accepting my answer
Greg
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Greg Heath
on 10 Jan 2015
Each input will have it's own subset of SIGNIFICANT lags. However, the net must use the same lags for all inputsI would use all lags smallerthan aspecificmaximum value which has to be chosen using common sense and if necessary, trial and error.
Greg
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